+24.4%
GH vs FHN
+90.1%
-65.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -2.6% | -2.6% | -0.1% | -1.9% |
| 3M | +25.1% | 0.0% | +25.1% | +25.0% |
| 6M | +78.5% | +9.2% | +69.2% | +73.4% |
| YTD | +59.4% | +4.3% | +55.0% | +57.1% |
| 1Y | +173.9% | +10.8% | +163.1% | +163.5% |
| 3Y | +382.7% | +130.7% | +252.0% | +286.7% |
| 5Y | +24.4% | +87.4% | -63.0% | +13.7% |
| All | +24.4% | +90.1% | -65.7% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling